statistical-simulation

Synthetic Traffic Models Capturing a Full Range of Cache Coherent Behaviour

R package to facilitate simulations for survival endpoints with non proportional hazards

Simulates the flaring activity of a single magnetar using the Monte Carlo technique.

A scalable stochastic simulation engine for derivative pricing that models uncertainty through probabilistic path sampling. Designed for high-dimensional financial systems, enabling accurate valuation of complex and path-dependent options.

R package for propensity score weighting using machine learning methods

Survival Distributions with Piece-Wise Constant Hazards

Simulation study: Mean dispersion

R-based simulation and statistical estimation of i.i.d. Poisson variables, including estimator derivation and performance analysis.

Synthetic threshold-payoff portfolio optimization on the probability simplex using projected CRN-SPSA and multistart simulation.

Projeto em R para estimar π (pi) por simulação de Monte Carlo a partir de conceitos de geometria, geometria analítica, probabilidade, convergência e erro de estimação

R Package with statistical research tools

Senior capstone on European call option pricing: derives Black–Scholes vs Monte Carlo under GBM and demonstrates convergence using real market inputs. Includes the Python pipeline (yfinance + NumPy) that reproduces the BS vs MC comparison table.

Monte carlo simulation to illustrate robustness of one sample t-test

Implementing Stochastic Models in Queuing Theory

Simulator for Nintendo’s top grossing mobile game with customizable pools, rates, and goals.

Known-answer simulations comparing four analysis pipelines under missingness and measurement-error scenarios, with deterministic replay and Safety Cards.

[PT] Simulação para calcular a distância média percorrida em uma caminhada aleatória utilizando diferentes números de passos.